Material for the exam

5 maio 2022, 21:21 • Cláudia Rita Ribeiro Coelho Nunes Philippart

Tomorrow, for the exam, you should bring your own paper, stapled. Regarding formulas: the  only formula that I will provide you is the one for the martingale probabilities. The others (as Ito's formula, Black-Scholes formula, Geometric Brownian motion) you should know.